CME Euro FX (E) Future September 2014
| Trading Metrics calculated at close of trading on 20-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2014 |
20-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3364 |
1.3319 |
-0.0045 |
-0.3% |
1.3409 |
| High |
1.3365 |
1.3326 |
-0.0039 |
-0.3% |
1.3417 |
| Low |
1.3314 |
1.3257 |
-0.0057 |
-0.4% |
1.3338 |
| Close |
1.3321 |
1.3265 |
-0.0056 |
-0.4% |
1.3400 |
| Range |
0.0051 |
0.0069 |
0.0018 |
35.3% |
0.0079 |
| ATR |
0.0051 |
0.0052 |
0.0001 |
2.5% |
0.0000 |
| Volume |
159,667 |
176,085 |
16,418 |
10.3% |
724,271 |
|
| Daily Pivots for day following 20-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3490 |
1.3446 |
1.3303 |
|
| R3 |
1.3421 |
1.3377 |
1.3284 |
|
| R2 |
1.3352 |
1.3352 |
1.3278 |
|
| R1 |
1.3308 |
1.3308 |
1.3271 |
1.3296 |
| PP |
1.3283 |
1.3283 |
1.3283 |
1.3276 |
| S1 |
1.3239 |
1.3239 |
1.3259 |
1.3227 |
| S2 |
1.3214 |
1.3214 |
1.3252 |
|
| S3 |
1.3145 |
1.3170 |
1.3246 |
|
| S4 |
1.3076 |
1.3101 |
1.3227 |
|
|
| Weekly Pivots for week ending 15-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3622 |
1.3590 |
1.3443 |
|
| R3 |
1.3543 |
1.3511 |
1.3422 |
|
| R2 |
1.3464 |
1.3464 |
1.3414 |
|
| R1 |
1.3432 |
1.3432 |
1.3407 |
1.3409 |
| PP |
1.3385 |
1.3385 |
1.3385 |
1.3373 |
| S1 |
1.3353 |
1.3353 |
1.3393 |
1.3330 |
| S2 |
1.3306 |
1.3306 |
1.3386 |
|
| S3 |
1.3227 |
1.3274 |
1.3378 |
|
| S4 |
1.3148 |
1.3195 |
1.3357 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3410 |
1.3257 |
0.0153 |
1.2% |
0.0055 |
0.4% |
5% |
False |
True |
150,373 |
| 10 |
1.3435 |
1.3257 |
0.0178 |
1.3% |
0.0057 |
0.4% |
4% |
False |
True |
157,334 |
| 20 |
1.3486 |
1.3257 |
0.0229 |
1.7% |
0.0051 |
0.4% |
3% |
False |
True |
157,243 |
| 40 |
1.3705 |
1.3257 |
0.0448 |
3.4% |
0.0049 |
0.4% |
2% |
False |
True |
147,252 |
| 60 |
1.3705 |
1.3257 |
0.0448 |
3.4% |
0.0053 |
0.4% |
2% |
False |
True |
125,167 |
| 80 |
1.3986 |
1.3257 |
0.0729 |
5.5% |
0.0055 |
0.4% |
1% |
False |
True |
94,279 |
| 100 |
1.3986 |
1.3257 |
0.0729 |
5.5% |
0.0054 |
0.4% |
1% |
False |
True |
75,501 |
| 120 |
1.3986 |
1.3257 |
0.0729 |
5.5% |
0.0056 |
0.4% |
1% |
False |
True |
62,970 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3619 |
|
2.618 |
1.3507 |
|
1.618 |
1.3438 |
|
1.000 |
1.3395 |
|
0.618 |
1.3369 |
|
HIGH |
1.3326 |
|
0.618 |
1.3300 |
|
0.500 |
1.3292 |
|
0.382 |
1.3283 |
|
LOW |
1.3257 |
|
0.618 |
1.3214 |
|
1.000 |
1.3188 |
|
1.618 |
1.3145 |
|
2.618 |
1.3076 |
|
4.250 |
1.2964 |
|
|
| Fisher Pivots for day following 20-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3292 |
1.3329 |
| PP |
1.3283 |
1.3307 |
| S1 |
1.3274 |
1.3286 |
|